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Machine learning in Madrid

Machine learning in Madrid    (zoom)

Lunes, 14 de febrero de 2022, 11:30-12:30h  (horario diferente al habitual!!!!)


Ponente:   Vivak Patel (UW-Madison)

Título:  Global Convergence and Stability of Stochastic Gradient Descent

Abstract: Stochastic gradient descent (SGD) is widely deployed in a number of different disciplines, often on non-convex problems with complicated noise models. However, SGD's existing convergence theory often does not apply. In this talk, we will establish the need for a convergence theory under broader assumptions with some simple examples. We will then state a global convergence result for SGD under these broad assumptions. Then, we will discuss the issue of stability, which addresses what happens when SGD's iterates diverge. 

Localización Lunes, 14 de febrero de 2022, 11:30-12:30h